English
Related papers

Related papers: Stochastic Physics-Informed Neural Ordinary Differ…

200 papers

We propose heavy ball neural ordinary differential equations (HBNODEs), leveraging the continuous limit of the classical momentum accelerated gradient descent, to improve neural ODEs (NODEs) training and inference. HBNODEs have two…

Machine Learning · Computer Science 2021-10-12 Hedi Xia , Vai Suliafu , Hangjie Ji , Tan M. Nguyen , Andrea L. Bertozzi , Stanley J. Osher , Bao Wang

In this study, we present and validate the predictive capability of the Physics-Informed Neural Networks (PINNs) methodology for solving a variety of engineering and biological dynamical systems governed by ordinary differential equations…

Machine Learning · Computer Science 2025-11-19 Tyrus Whitman , Andrew Particka , Christopher Diers , Ian Griffin , Charuka Wickramasinghe , Pradeep Ranaweera

We present a scalable, data-driven simulation framework for large-scale heating, ventilation, and air conditioning (HVAC) systems that couples physics-informed neural ordinary differential equations (PINODEs) with differential-algebraic…

Machine Learning · Computer Science 2026-04-24 Hanfeng Zhai , Hongtao Qiao , Hassan Mansour , Christopher Laughman

In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…

Statistics Theory · Mathematics 2017-10-16 Trisha Maitra , Sourabh Bhattacharya

Random ordinary differential equations (RODEs), i.e. ODEs with random parameters, are often used to model complex dynamics. Most existing methods to identify unknown governing RODEs from observed data often rely on strong prior knowledge.…

Numerical Analysis · Mathematics 2020-06-04 Junyu Liu , Zichao Long , Ranran Wang , Jie Sun , Bin Dong

We study the problem of learning the law of linear stochastic partial differential equations (SPDEs) with additive Gaussian forcing from spatiotemporal observations. Most existing deep learning approaches either assume access to the driving…

Machine Learning · Computer Science 2026-02-13 Sebastian Zeng , Andreas Petersson , Wolfgang Bock

We propose a new class of physics-informed neural networks, called physics-informed Variational Autoencoder (PI-VAE), to solve stochastic differential equations (SDEs) or inverse problems involving SDEs. In these problems the governing…

Machine Learning · Statistics 2022-11-09 Weiheng Zhong , Hadi Meidani

(Partial) differential equations (PDEs) are fundamental tools for describing natural phenomena, making their solution crucial in science and engineering. While traditional methods, such as the finite element method, provide reliable…

Machine Learning · Computer Science 2025-03-11 Viggo Moro , Luiz F. O. Chamon

The rise of Physics-Informed Neural Networks (PINNs) has popularized the concept of solving differential equations via residual minimization. However, neural networks are often viewed as ``black boxes" requiring significant computational…

Numerical Analysis · Mathematics 2026-05-20 Ayman Mourad , Fatima Mroue

Neural ordinary differential equations (ODEs) have been attracting increasing attention in various research domains recently. There have been some works studying optimization issues and approximation capabilities of neural ODEs, but their…

Machine Learning · Computer Science 2022-03-04 Hanshu Yan , Jiawei Du , Vincent Y. F. Tan , Jiashi Feng

Neural ordinary differential equations (ODEs) are an emerging class of deep learning models for dynamical systems. They are particularly useful for learning an ODE vector field from observed trajectories (i.e., inverse problems). We here…

Machine Learning · Computer Science 2023-05-23 Katharina Ott , Michael Tiemann , Philipp Hennig

Differential equations are frequently used in engineering domains, such as modeling and control of industrial systems, where safety and performance guarantees are of paramount importance. Traditional physics-based modeling approaches…

Systems and Control · Electrical Eng. & Systems 2020-11-30 Aaron Tuor , Jan Drgona , Draguna Vrabie

Traditional data-driven deep learning models often struggle with high training costs, error accumulation, and poor generalizability in complex physical processes. Physics-informed deep learning (PiDL) addresses these challenges by…

Machine Learning · Computer Science 2024-01-17 Xin-Yang Liu , Min Zhu , Lu Lu , Hao Sun , Jian-Xun Wang

We present PIVONet (Physically-Informed Variational ODE Neural Network), a unified framework that integrates Neural Ordinary Differential Equations (Neuro-ODEs) with Continuous Normalizing Flows (CNFs) for stochastic fluid simulation and…

Computational Engineering, Finance, and Science · Computer Science 2026-01-08 Hei Shing Cheung , Qicheng Long , Zhiyue Lin

Solving high-frequency oscillatory partial differential equations (PDEs) is a critical challenge in scientific computing, with applications in fluid mechanics, quantum mechanics, and electromagnetic wave propagation. Traditional…

Machine Learning · Computer Science 2025-08-04 Xiong Xiong , Zhuo Zhang , Rongchun Hu , Chen Gao , Zichen Deng

Machine learning for scientific applications faces the challenge of limited data. We propose a framework that leverages a priori known physics to reduce overfitting when training on relatively small datasets. A deep neural network is…

Machine Learning · Computer Science 2019-11-22 Jonathan B. Freund , Jonathan F. MacArt , Justin Sirignano

Latent stochastic differential equation (SDE) models are important tools for the unsupervised discovery of dynamical systems from data, with applications ranging from engineering to neuroscience. In these complex domains, exact posterior…

Machine Learning · Computer Science 2025-11-25 Amber Hu , Henry Smith , Scott Linderman

Graph-based spatio-temporal neural networks are effective to model the spatial dependency among discrete points sampled irregularly from unstructured grids, thanks to the great expressiveness of graph neural networks. However, these models…

Machine Learning · Computer Science 2022-04-22 Haitao Lin , Guojiang Zhao , Lirong Wu , Stan Z. Li

Stochastic differential equations (SDEs), which models uncertain phenomena as the time evolution of random variables, are exploited in various fields of natural and social sciences such as finance. Since SDEs rarely admit analytical…

Quantum Physics · Physics 2021-05-26 Kenji Kubo , Yuya O. Nakagawa , Suguru Endo , Shota Nagayama

Scientific machine learning is an emerging field that broadly describes the combination of scientific computing and machine learning to address challenges in science and engineering. Within the context of differential equations, this has…

Machine Learning · Computer Science 2026-04-03 Laurens R. Lueg , Victor Alves , Daniel Schicksnus , John R. Kitchin , Carl D. Laird , Lorenz T. Biegler